The Impact of Taiwan Monetary Policy Announcements on the Stock Market:The Taiwan Evidence

碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 101 === This study applies the“event study”method with GARCH model to examine the influence of Taiwan Central Bank''s unexpected monetary policy announcements on the different industries listed on Taiwan Stock Exchange. In order to avoid the estima...

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Bibliographic Details
Main Authors: Hsiu-Chen Hsieh, 謝秀真
Other Authors: Tzu-wei Wang
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/n62728